A complimentary webinar held June 18th and sponsored by Murex
Anticipated pressure on both the supply and demand of collateral driven by new financial regulation (EMIR and BCBS/IOSCO) is driving market participants to re-evaluate how to get the most out of the assets they do have access to and adopting immediate and long-term collateral optimization plans.
In a webinar, collateral management experts explore successful strategies for optimizing collateral in anticipation of greater demand for margin for both cleared and non-cleared derivatives. The panel will review the different tools and techniques both buy-side and sell-side market participants are considering including how to widen available & eligible asset basis, maximize return on collateral assets, optimization models, technology or organizational change to support efficient use of margin, as well as market infrastructure changes.
The panel will review some of the following:
- What are the short and long-term drivers behind optimization plans?
- What is optimization really? Why do the buy-side and sell-side have different strategies for this?
- How is the organization of collateral management operations at both pre-trade and post-trade levelwithin firms changing to support optimization plans?
- What are some of operational changes firms are making now to establish a better foundation for optimization changes?
- How can technology and the use of models be used?
- Will external drivers such as T2S change part of the equation
- Is there a competitive advantage to be had with collateral optimization?
Speakers:
- Etienne Ravex, Product Manager, Murex
- Joern Tobias, Vice President, Agent Fund Trading/Collateral Management Services, State Street Bank
- Nick Newport, Managing Director, InteDelta
- Eric Bystrom, Head of TradeCycle Solutions, Director Market Services FIC, Commerzbank
- Moderator: Julia Schieffer, Founder & Editor of DerivSource.com
To register for this webinar: https://goto.webcasts.com/starthere.jsp?ei=1066126
